Anic Equity¶

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Total return since start: 0.691 %¶

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Equity now: -----------------------------> 51647.81 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48448.75 Kr¶

PnL: ---------------------------------------> -638.82 Kr¶

DD now: ---------------------------------> -0.571 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 16:45:19.174112'

Anic Portfolio¶

Today¶

Return: -0.483 %¶

This Week¶

Return: 8.67 %¶

Total¶

Return: 69.082 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.770000 776.000000 103.000000 15.300000 673.000000
Fasadgruppen Group 38 2.590000 4218.000000 77.000000 1.860000 4140.999992
Nordea Bank Abp 29 -0.210000 3527.560000 73.560000 2.130000 3453.999992
SAAB B 8 -0.230000 3419.200000 42.200000 1.250000 3377.000000
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
HEBA B 70 -1.670000 2677.500000 41.500000 1.570000 2636.000010
Swedbank A 3 1.980000 602.700000 38.700000 6.860000 564.000000
Resurs Holding 22 0.290000 610.720000 36.720000 6.400000 573.999998
AcadeMedia 12 -0.360000 592.320000 35.320000 6.340000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.570000 380.900000 25.900000 7.300000 355.000000
Norva24 Group 16 1.440000 563.200000 20.200000 3.720000 543.000000
Intrum 4 0.520000 542.200000 15.200000 2.880000 527.000000
OEM International B 7 -1.280000 541.800000 13.800000 2.610000 527.999997
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
Karnov Group 9 -0.500000 540.900000 4.900000 0.910000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 565.950000 3.950000 0.700000 562.000005
Creaspac SPAC 6 -0.100000 579.600000 2.600000 0.450000 577.000002
Securitas B 6 -1.220000 572.040000 2.040000 0.360000 570.000000
Coor Service Management Hold. 8 0.380000 533.200000 1.200000 0.230000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.100000 246.480000 0.480000 0.200000 246.000000
Handelsbanken A 5 0.460000 545.750000 -0.250000 -0.050000 546.000000
Midsona B 63 -3.600000 573.930000 -9.070000 -1.560000 582.999984
Corem Property Group B 59 -2.380000 567.580000 -9.420000 -1.630000 576.999999
Sampo Oyj SDB 7 0.180000 3839.500000 -10.500000 -0.270000 3850.000000
Boozt 12 -0.580000 1635.600000 -18.400000 -1.110000 1653.999996
Essity B 2 -0.690000 546.200000 -27.800000 -4.840000 574.000000
International Petroleum Corp. 5 -1.580000 561.500000 -33.070000 -5.560000 594.565215
CTEK 13 -2.000000 496.340000 -37.660000 -7.050000 533.999999
Vivesto 1368 -1.200000 560.880000 -52.120000 -8.500000 612.999432
Essity A 4 -1.080000 1096.000000 -53.000000 -4.610000 1149.000000
Beijer Electronics Group 27 -1.420000 2997.000000 -87.000000 -2.820000 3083.999994
OX2 22 -0.740000 1768.800000 -220.200000 -11.070000 1989.000002
Axfood 15 0.410000 4062.000000 -238.000000 -5.530000 4300.000005
Ovzon 64 -3.330000 3340.800000 -655.200000 -16.400000 3996.000000
TOTAL 48448.750000 -638.820000 -0.57094% 49087.564636

Updated:¶

'2023-01-31 16:45:32.556849'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶